Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.555 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47505.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46110.97 Kr¶

PnL: ---------------------------------------> -777.6 Kr¶

DD now: ---------------------------------> -2.311 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:02:33.826700'

Anic Portfolio¶

Today¶

Return: -0.766 %¶

This Week¶

Return: -1.355 %¶

Total¶

Return: 55.522 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.250000 2761.500000 125.500000 4.760000 2636.000010
Corem Property Group B 59 -0.270000 656.080000 79.080000 13.710000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.180000 430.400000 75.400000 21.240000 355.000000
HMS Networks 2 -1.120000 707.600000 34.600000 5.140000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Samhällsbyggnadsbo. i Norden D 12 2.350000 261.600000 15.600000 6.340000 246.000000
Midsona B 63 -1.150000 597.870000 14.870000 2.550000 582.999984
Norva24 Group 16 -3.330000 556.800000 13.800000 2.540000 543.000000
OEM International B 7 -1.280000 541.800000 13.800000 2.610000 527.999997
Coor Service Management Hold. 8 -0.070000 544.000000 12.000000 2.260000 532.000000
Resurs Holding 22 0.380000 585.860000 11.860000 2.070000 573.999998
Intrum 4 -0.370000 534.000000 7.000000 1.330000 527.000000
Fastighetsbolag. Emilshus Pref 21 -2.530000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 1.530000 539.100000 3.100000 0.580000 536.000004
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Handelsbanken A 5 -1.840000 546.750000 0.750000 0.140000 546.000000
AcadeMedia 12 0.220000 556.080000 -0.920000 -0.170000 557.000004
Essity B 2 -1.240000 572.800000 -1.200000 -0.210000 574.000000
Swedbank A 3 -1.920000 559.200000 -4.800000 -0.850000 564.000000
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
Securitas B 6 -0.830000 562.320000 -7.680000 -1.350000 570.000000
Nordea Bank Abp 29 -1.300000 3445.780000 -8.220000 -0.240000 3453.999992
CTEK 13 0.460000 515.450000 -18.550000 -3.470000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.330000 560.880000 -52.120000 -8.500000 612.999432
Boozt 12 -2.870000 1584.000000 -70.000000 -4.230000 1653.999996
International Petroleum Corp. 5 1.950000 522.500000 -72.070000 -12.120000 594.565215
SAAB B 8 -0.700000 3276.800000 -100.200000 -2.970000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 -0.640000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 -0.510000 3560.700000 -195.300000 -5.200000 3756.000001
Fasadgruppen Group 35 -0.390000 3542.000000 -269.000000 -7.060000 3810.999990
Ovzon 52 0.690000 3047.200000 -314.800000 -9.360000 3361.999992
TOTAL 46110.970000 -777.600000 -2.31148% 46888.564618

Updated:¶

'2023-01-13 13:02:46.490892'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶